public void GammaUpperTest()
{
double[,] gammaUpperScale_pairs = ReadPairs(Path.Combine(TestUtils.DataFolderPath, "SpecialFunctionsValues", "GammaUpperScale.csv"));
CheckFunctionValues(nameof(MMath.GammaUpperScale), MMath.GammaUpperScale, gammaUpperScale_pairs);
double[,] gammaLower_pairs = ReadPairs(Path.Combine(TestUtils.DataFolderPath, "SpecialFunctionsValues", "GammaLower.csv"));
CheckFunctionValues(nameof(MMath.GammaLower), MMath.GammaLower, gammaLower_pairs);
/* In python mpmath:
* from mpmath import *
* mp.dps = 500
* mp.pretty = True
* gammainc(mpf('1'),mpf('1'),mpf('inf'),regularized=True)
*/
double[,] gammaUpperRegularized_pairs = ReadPairs(Path.Combine(TestUtils.DataFolderPath, "SpecialFunctionsValues", "GammaUpperRegularized.csv"));
CheckFunctionValues("GammaUpperRegularized", (a, x) => MMath.GammaUpper(a, x, true), gammaUpperRegularized_pairs);
/* In python mpmath:
* from mpmath import *
* mp.dps = 500
* mp.pretty = True
* gammainc(mpf('1'),mpf('1'),mpf('inf'),regularized=False)
*/
double[,] gammaUpper_pairs = ReadPairs(Path.Combine(TestUtils.DataFolderPath, "SpecialFunctionsValues", "GammaUpper.csv"));
CheckFunctionValues("GammaUpper", (a, x) => MMath.GammaUpper(a, x, false), gammaUpper_pairs);
}
/// <summary>
/// Computes E[x^power]
/// </summary>
/// <returns></returns>
public double GetMeanPower(double power)
{
if (power == 0.0)
{
return(1.0);
}
else if (IsPointMass)
{
return(Math.Pow(Point, power));
}
//else if (Rate == 0.0) return (power > 0) ? Double.PositiveInfinity : 0.0;
else if (!IsProper())
{
throw new ImproperDistributionException(this);
}
else if (this.Gamma.Shape <= -power && LowerBound == 0)
{
throw new ArgumentException("Cannot compute E[x^" + power + "] for " + this + " (shape <= " + (-power) + ")");
}
else
{
double Z = GetNormalizer();
double shapePlusPower = this.Gamma.Shape + power;
double Z1;
bool regularized = shapePlusPower >= 1;
if (regularized)
{
Z1 = Math.Exp(MMath.GammaLn(shapePlusPower) - MMath.GammaLn(this.Gamma.Shape)) *
(MMath.GammaLower(shapePlusPower, this.Gamma.Rate * UpperBound) - MMath.GammaLower(shapePlusPower, this.Gamma.Rate * LowerBound));
}
else
{
Z1 = Math.Exp(-MMath.GammaLn(this.Gamma.Shape)) *
(MMath.GammaUpper(shapePlusPower, this.Gamma.Rate * LowerBound, regularized) - MMath.GammaUpper(shapePlusPower, this.Gamma.Rate * UpperBound, regularized));
}
return(Math.Pow(this.Gamma.Rate, -power) * Z1 / Z);
}
}